Rapport Backtest

Stratégie · RsiOversold   |   Ticker · AAPL   |   2015-01-02 → 2025-10-31
Capital Final -268,364,535,098,813,448,192.00 €
P&L -268364535098813448192.00 € (-2683645350988134400.00%)
Total Trades 1
Max Drawdown 16863.82%
Sharpe
0.20
Sortino
0.19
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index10.26
Expectancy-269.71

Trades Overview

Total1 Win Rate0.00%
Profit Factor0.00 Payoff Ratio0.00

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-06-30 04:00:00 2017-01-26 05:00:00 Long 15 28.11 25.59 -269.71 -8.97% 576